+22,240.3%
AMD vs HPE
+457.3%
+21,783.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.7% | +10.3% |
| 7D | -11.0% | -18.7% | +7.7% | +0.3% |
| 30D | -30.5% | -37.9% | +7.4% | -9.3% |
| 3M | -8.2% | -14.4% | +6.2% | -0.8% |
| 6M | +6.6% | +48.2% | -41.7% | -16.2% |
| YTD | +109.7% | +88.6% | +21.1% | +42.7% |
| 1Y | +88.9% | +94.8% | -5.9% | +26.4% |
| 3Y | +301.8% | +202.7% | +99.1% | +100.7% |
| 5Y | +229.4% | +231.6% | -2.3% | +57.3% |
| 10Y | +6,745.1% | +361.9% | +6,383.2% | +2,508.2% |
| All | +22,240.3% | +457.3% | +21,783.0% | +7,008.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling